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Unformatted text preview: manipulations, but make sure you understand what is going on. Check your work if you wish using MINITAB or other statistics software. a) 1 ) (-X X t . b) ) ( X X adj t . e) The leverages. d) 3 3 2 2 1 1 x b x b x b b y + + + = e) The OLS line equation if the graph is forced through the origin. 3. If y is regressed on x1, x2, and x3 and H is the hat matrix, find: a) The entries of Y-HY. b) The sum of the squares of the residuals (i.e. SSE). Hint: It is pretty easy to find the residuals! c) The coefficient of determination, namely R 2 ....
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This homework help was uploaded on 04/20/2008 for the course ECON 337 taught by Professor Mackenzie during the Fall '08 term at McGill.
- Fall '08